AIL Backtesting Suite
Final Value
$987,820.61
Total Return
-1.22%
Annualized Return
-0.94%
Max Drawdown
34.92%
Sharpe Ratio
0.24
Sortino Ratio
0.40
Calmar Ratio
-0.03
Volatility
52.08%
Average Daily Return
0.049%
Best Day
17.35%
Worst Day
-13.90%
Win Rate
47.09%
Recovery Time
Not recovered
Tolerance: absolute ≤ 1.00e-04, relative ≤ 1.00%
| Metric | Local | Remote | Abs. diff | Rel. diff | Status |
|---|---|---|---|---|---|
| Final Value | $987,820.61 | $987,575.67 | $244.94 | 0.02% | Within tolerance |
| Total Return | -1.22% | -1.24% | 0.02% | 1.97% | Diff exceeds tolerance |
| Annualized Return | -0.94% | -0.96% | 0.02% | 1.97% | Diff exceeds tolerance |
| Max Drawdown | 34.92% | 34.92% | -0.00% | 0.00% | Within tolerance |
| Sharpe Ratio | 0.24 | 0.24 | -0.00 | 0.00% | Within tolerance |
| Sortino Ratio | 0.40 | 0.40 | -0.00 | 0.00% | Within tolerance |
| Calmar Ratio | -0.03 | -0.03 | 0.00 | 1.97% | Diff exceeds tolerance |
| Volatility | 52.08% | 52.08% | -0.00% | 0.00% | Within tolerance |
| Win Rate | 47.09% | 0.00% | 47.09% | 100.00% | Diff exceeds tolerance |
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| TSLA | 100.00% | -1.22% | -0.94% | 52.08% | 0.24 | 0.40 | 0.049% | -1.22% |
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| TSLA | 100.00% | -1.22% | -0.94% | 52.08% | 0.24 | 0.40 | 0.049% | -1.22% |